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MiX Telematics Ltd Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Friday, April 5, 2024 at 09:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MiX Telematics Ltd S0GARCH
paramt-stat
ω0.49915.41
α0.17915.71
β0.26732.92
γ1-1.3297-4.37
γ21.83874.32
γ3-0.8206-2.91
γ40.54871.64
γ5-0.4315-1.62
γ60.41482.15
γ7-0.2800-1.52
γ80.11430.65
γ9-0.1465-1.09
Estimation Period:
Nov 12, 2007 to Mar 29, 2024
Impact of return on volatility tomorrow
Volatility Forecasts